cointegration analyses , please a help .

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

sami7892008
Posts: 3
Joined: Thu Nov 01, 2012 11:44 pm

cointegration analyses , please a help .

Postby sami7892008 » Fri Nov 02, 2012 12:36 am

I Want to Scheck a cointegration analyses between the expenditure and revenue of span(%GDP) , i have found that the series are stationary when i do the unit root test with only drift , no trend , nut with trend the two series are not stationary . Then i can do a Johansen test, but i have not found a convenient results, i order the two series, if someone can help please to do the Johansen trace test. Thank you a lot.
Attachments
cointegration betwen expenditure and revenue (% GDP).WF1
(8.3 KiB) Downloaded 203 times

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests